scientific article; zbMATH DE number 1524394
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Publication:4512297
zbMath0954.62106MaRDI QIDQ4512297
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Publication date: 1 November 2000
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least squares estimatorlong-memory time seriesHermitian rankcoefficient of regressionWiener-Ito multiple integral
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
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